A reader sent me an email about playing around with The Spreadsheet tool I have. This free tool allows you to combine strategies to see how they would do together. You can import your own equity data to see how your strategies do. He had combined three Tranquility Trading strategies and the results looked good with an annual return of 24% and a drawdown of 23%.
While looking at the screenshot he sent me, I thought there might be a bug. One of the strategies he was using, I knew, had a 54% drawdown. But the combined strategies only had a 23% drawdown. That seemed too low.
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Good Quant Trading,
Cesar
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